On the Distribution of Time Spent by a Markov Chain at Different Levels Until Achieving a Fixed State (Q2882771)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Distribution of Time Spent by a Markov Chain at Different Levels Until Achieving a Fixed State |
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On the Distribution of Time Spent by a Markov Chain at Different Levels Until Achieving a Fixed State (English)
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7 May 2012
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Markov chain
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residence time
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geometric distribution
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skew random walk
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skew Brownian motion
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local time
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Donsker-Prokhorov invariance principle
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